This is the tread msvara is talking about:
2008-m35-s-sound-system-install-t497375.html
Basically, what you'll need is to buy an MTX re-Q (or similar) to convert the stock amp signal to something your new amp (that will power your subwoofer) can use and then connect your sub to your new amp. I'm going with the MTX re-Q sound processor, Polk Audio PA400.1 Amp, and Alpine SWS-1023D Sub. I'm also changing my speakers, but that's easy (nothing more than connecting them required).
This information was given to me by EniGmA1987 so all credit goes to him. He helped me understand the M's sound system because I'm coming from a 99 Maxima which was far more simpler.